+3.6%
NVT vs GGLL
-11.6%
+15.2%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GGLL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.7% | +6.5% | -19.2% | -13.7% |
| 7D | -19.5% | -23.1% | +3.6% | -16.7% |
| 30D | -32.4% | -32.9% | +0.5% | -28.4% |
| 3M | -30.3% | -44.9% | +14.5% | -24.0% |
| 6M | -30.4% | -49.5% | +19.1% | -23.2% |
| YTD | +11.3% | -28.9% | +40.2% | +9.1% |
| 1Y | +3.6% | -12.2% | +15.8% | -3.8% |
| All | +3.6% | -11.6% | +15.2% | -3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside GGLL.
Daily Out/Under-Performance
Portfolio return minus GGLL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GGLL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GGLL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling